NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 01-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2020 |
01-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.249 |
3.312 |
0.063 |
1.9% |
3.233 |
| High |
3.332 |
3.354 |
0.022 |
0.7% |
3.298 |
| Low |
3.214 |
3.291 |
0.077 |
2.4% |
3.150 |
| Close |
3.306 |
3.327 |
0.021 |
0.6% |
3.271 |
| Range |
0.118 |
0.063 |
-0.055 |
-46.6% |
0.148 |
| ATR |
0.070 |
0.070 |
-0.001 |
-0.8% |
0.000 |
| Volume |
9,843 |
15,528 |
5,685 |
57.8% |
59,798 |
|
| Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.513 |
3.483 |
3.362 |
|
| R3 |
3.450 |
3.420 |
3.344 |
|
| R2 |
3.387 |
3.387 |
3.339 |
|
| R1 |
3.357 |
3.357 |
3.333 |
3.372 |
| PP |
3.324 |
3.324 |
3.324 |
3.332 |
| S1 |
3.294 |
3.294 |
3.321 |
3.309 |
| S2 |
3.261 |
3.261 |
3.315 |
|
| S3 |
3.198 |
3.231 |
3.310 |
|
| S4 |
3.135 |
3.168 |
3.292 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.684 |
3.625 |
3.352 |
|
| R3 |
3.536 |
3.477 |
3.312 |
|
| R2 |
3.388 |
3.388 |
3.298 |
|
| R1 |
3.329 |
3.329 |
3.285 |
3.359 |
| PP |
3.240 |
3.240 |
3.240 |
3.254 |
| S1 |
3.181 |
3.181 |
3.257 |
3.211 |
| S2 |
3.092 |
3.092 |
3.244 |
|
| S3 |
2.944 |
3.033 |
3.230 |
|
| S4 |
2.796 |
2.885 |
3.190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.354 |
3.150 |
0.204 |
6.1% |
0.093 |
2.8% |
87% |
True |
False |
13,550 |
| 10 |
3.354 |
3.139 |
0.215 |
6.5% |
0.070 |
2.1% |
87% |
True |
False |
11,159 |
| 20 |
3.354 |
3.005 |
0.349 |
10.5% |
0.069 |
2.1% |
92% |
True |
False |
9,876 |
| 40 |
3.354 |
2.756 |
0.598 |
18.0% |
0.063 |
1.9% |
95% |
True |
False |
7,971 |
| 60 |
3.354 |
2.750 |
0.604 |
18.2% |
0.060 |
1.8% |
96% |
True |
False |
7,376 |
| 80 |
3.354 |
2.750 |
0.604 |
18.2% |
0.058 |
1.8% |
96% |
True |
False |
6,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.622 |
|
2.618 |
3.519 |
|
1.618 |
3.456 |
|
1.000 |
3.417 |
|
0.618 |
3.393 |
|
HIGH |
3.354 |
|
0.618 |
3.330 |
|
0.500 |
3.323 |
|
0.382 |
3.315 |
|
LOW |
3.291 |
|
0.618 |
3.252 |
|
1.000 |
3.228 |
|
1.618 |
3.189 |
|
2.618 |
3.126 |
|
4.250 |
3.023 |
|
|
| Fisher Pivots for day following 01-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.326 |
3.313 |
| PP |
3.324 |
3.298 |
| S1 |
3.323 |
3.284 |
|